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Heath-Jarrow-Morton-Musiela equation with Lévy perturbation (Q713347)

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Heath-Jarrow-Morton-Musiela equation with Lévy perturbation
scientific article

    Statements

    title
    Heath-Jarrow-Morton-Musiela equation with Lévy perturbation (English)
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    author
    Michał Barski
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    Zabczyk, Jerzy
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    publication date
    26 October 2012
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    Identifiers

    Mathematics Subject Classification ID
    35Q91
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    91B26
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    35A01
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    zbMATH DE Number
    6099375
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    OpenAlex ID
    W2964049883
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    arXiv ID
    1512.04714
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